59# Intermarket Strategy Trading System

Intermarket Strategy takes advantage of the correlation between US Treasury Bond

futures (US) and S&P 500 Index futures (SP). His premise is that strong Bonds
and a weak

S&P make a bullish
scenario for stocks, while weak Bonds and a strong S&P make a bearish scenario for stocks.When Bonds close above their 26-day simple moving average, and the S&P closes below its 16-day simplemoving average, buy the S&P on the next open. When Bonds close below
their 26-day simple moving average, and the S&P closes above its 16-day simple moving average, sell the S&P on the next open.